I think if you live in an area where there are endemic wild critters that could injure or eat a cat or dog, it's good to put that warning in the listing info, but if we're going to list all the the things that no sane guest, even one who is the type to try to get refunded for bogus complaints, would ever hold a host responsible for, that list could go on for pages.
The host is not responsible if you lose a earring outside in the grass and can't find it.
The host is not responsible if you leave a candy bar on the dashboard of your car and it melts in the sun.
The host is not responsible if a bird poops on the outdoor patio table during your stay.
The host is not responsible if your milk goes sour because you forgot to put it back in the fridge.
Etc.
You seem to think the guest would have somehow held you responsible if the cat had disappeared forever, but just because she was hysterical doesn't mean she would have done any such thing.
@Laura2592